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  • STK3505
    • H?st 2023
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亚博娱乐官网_亚博pt手机客户端登录 > Emner > Matematikk og naturvitenskap > Matematikk, mekanikk og statistikk > STK3505 > H?st 2023
STK3505 - Introduksjon til forsikringsmatematikk

Semesterside for STK3505 - H?st 2023

  • Timeplan i TP
  • Pensum/litteratur i Leganto
  • Eksamen: Tid og sted

Presentations

  • Lecture 1 and 2 (intro + time value of money)
  • Lecture 3 and 4 (MC, distributions, parameter estimation)
  • Lecture 5 (Non-life insurance: Compound Poisson) - updated
  • Lecture 6 (more on claim modelling: deductible, sums insured, reinsurance)
  • Lecture 7 (reserving for non-life)
  • Lecture 7 (Chain ladder implemented in Excel - not in curriculum)
  • Lecture 8 (Non-life pricing, Compound Poisson with uncertainty)
  • Lecture 9 and 10 (Life insurance)
  • Lecture 11 and 12 (Option pricing)

Exams from previous years

  • 2022 Exam
  • 2022 Exam anwers
  • 2022 Mock exam
  • 2022 Mock exam answers
  • 2021 Exam
  • 2021 Exam answers
  • 2020 Exam
  • 2020 Exam answers
  • 2019 Exam
  • 2019 Exam answers
  • 2017 Exam
  • 2017 Exam answers
  • 2016 Exam
  • 2016 Exam answers

Final presentation

  • Final presentation

Exercises

  • Exercises, part 1 (Time value of money)
  • Exercises, part 2 (Monte Carlo and distributions)
  • Exercises, part 3 (Monte Carlo and estimation)
  • Exercises, part 4 (Compound Poisson and reinsurance)
  • Exercises, part 5 (reserving updated)
  • Exercises, part 6 (Life insurance-two state model)
  • Exercises, part 7 (Life insurance-three state model)
  • Exercises, part 8 (Black Scholes)

Assignment

  • Mandatary assignment (1 out of 1) UPDATED parts in bold
  • Assignment solved

Beskjeder

  • Final curriculum 17. nov. 2023 13:37
  • Last week of lectures 31. okt. 2023 19:43
  • Assignment is updated 6. okt. 2023 17:50
  • Assignment 29. sep. 2023 08:48
  • "Tillitsvalgt" 14. sep. 2023 09:59
  • Exercises on Monday Sept. 18th 14. sep. 2023 09:56
  • Information about Norwegian Students' Actuarial Association 1. sep. 2023 07:31
  • Lecture on Wednesday August 30th is cancelled 29. aug. 2023 18:26
  • Info about exercises 23. aug. 2023 20:28

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